A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events (Q3727063)

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scientific article; zbMATH DE number 3958349
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    A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events
    scientific article; zbMATH DE number 3958349

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      A Functional Limit Theorem for Additively Separable Statistics in the Case of Very Rare Events (English)
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      1986
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      additively distributive statistic
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      weak convergence
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      Ito process
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      empirical distribution function
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      Brownian bridge
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